+1,249.5%
CLS vs VWO
+61.8%
+1,187.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | +0.3% |
| 7D | +5.0% | -1.7% | +6.7% | +8.4% |
| 30D | +4.8% | -0.3% | +5.1% | +5.7% |
| 3M | -10.4% | +4.0% | -14.4% | -15.5% |
| 6M | +20.8% | +8.1% | +12.7% | +8.5% |
| YTD | +10.0% | +11.6% | -1.6% | -5.9% |
| 1Y | +28.5% | +16.2% | +12.3% | +4.5% |
| All | +1,249.5% | +61.8% | +1,187.7% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling